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Lingyin (Roger) Zhu

PhD Student
Finance and Managerial Economics Department

Education

PhD, Management, Finance with minor in Accounting, University at Buffalo, expected June 2013
PhD, Physics, University of Florida
BA, Physics, Nankai University (China)

Research

Teaching

Corporate Finance, Investments and Financial Derivatives

Selected Publications

Ten peer-reviewed journals on Physical Review B

“Lectures on the poems in Tang Dynasty of China,” Chapter 20, 2004

Professional Affiliations

Industry Experience

Quantitative internship Bell Trading LLC: back-tested and implemented high-frequency trading strategies for commodity futures (2008.05 – 2008.08)

Quantitative analyst at Ronin Capital LLC: calibrated equity options and forecasted volatility for dynamic hedging and market making; designed and back-tested statistical arbitrage/event-driven strategies for US/Japan equity market (2009.09 – 2011.01, 2011.10 – now)

Senior quant/Project Manager at Property and Portfolio Research: developed index methodology for commercial real estate sectors using spatial econometrics and time series techniques; designed and implemented client-based portfolio management procedure; designed and implemented statistical process to validate & facilitate in-house return forecasting and risk model in CMBS; implemented discounted cash flow (DCF) engine for property pricing (2011.01-2011.10)

Contact Information

Lingyin (Roger) Zhu
PhD Student
Finance and Managerial Economics
School of Management
University at Buffalo
254 Jacobs Management Center
Buffalo, NY 14260-4000

Tel: 716-645-5249
Email
Personal website